+25.7%
HYG vs MSFU
+24.6%
+1.1%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.7% | -6.9% | +6.2% | -0.5% |
| 30D | -0.6% | -5.1% | +4.5% | -0.4% |
| 3M | +0.4% | +44.6% | -44.2% | -1.1% |
| 6M | +1.2% | +32.8% | -31.6% | -0.2% |
| YTD | +1.5% | -10.1% | +11.5% | +1.6% |
| 1Y | +3.2% | -19.4% | +22.6% | +3.8% |
| All | +25.7% | +24.6% | +1.1% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling